The evolution of effective credit risk management still represents a significant challenge for financial institutions as they seek to enhance current approaches to measuring and managing credit risk.

A successful risk management system allows for interdependencies among credit risk, liquidity risk and market risk, and contrasts various quantitative analyses with qualitative considerations.

Read this white paper to discover why an integrated approach to credit risk management best serves banks and other organizations in the post-Basel II realm. Topics include:

  • Internal rating systems and internal credit portfolio models.
  • Stress testing.
  • Credit derivatives.
  • Securitizations and asset-backed securities.
  • Counterparty exposure.
  • SAS® solutions for credit risk management.

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